Limiting Laws for Divergent Spiked Eigenvalues and Largest Non-spiked
Eigenvalue of Sample Covariance Matrices

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Limiting Laws for Divergent Spiked Eigenvalues and Largest Non-spiked Eigenvalue of Sample Covariance Matrices

1 November 2017

Tony Cai

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Papers citing "Limiting Laws for Divergent Spiked Eigenvalues and Largest Non-spiked Eigenvalue of Sample Covariance Matrices"

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Title
Tests for principal eigenvalues and eigenvectors Jianqing Fan Yingying Li Ningning Xia Xinghua Zheng AIFin 80 0 0 11 May 2024
A CLT for the LSS of large dimensional sample covariance matrices with diverging spikes Zhijun Liu Jiang Hu Z. Bai Haiyan Song 65 7 0 12 Dec 2022
Correlation matrix of equi-correlated normal population: fluctuation of the largest eigenvalue, scaling of the bulk eigenvalues, and stock market Y. Akama 75 3 0 11 Dec 2022
Optimal Eigenvalue Shrinkage in the Semicircle Limit D. Donoho M. J. Feldman 47 5 0 10 Oct 2022
Automatic sparse PCA for high-dimensional data K. Yata M. Aoshima 32 2 0 29 Sep 2022
CLT for LSS of sample covariance matrices with unbounded dispersions Liu Zhijun Bai Zhidong Hu Jiang Song Haiyan 43 0 0 18 Jun 2021
Selecting the number of components in PCA via random signflips David Hong Yueqi Sheng Yan Sun 116 16 0 05 Dec 2020
Impact of signal-to-noise ratio and bandwidth on graph Laplacian spectrum from high-dimensional noisy point cloud Xiucai Ding Hau‐Tieng Wu 107 13 0 21 Nov 2020
Generalized Four Moment Theorem with an application to the CLT for the spiked eigenvalues of high-dimensional general Fisher-matrices Dandan Jiang Zhiqiang Hou Z. Bai 55 1 0 11 Apr 2019
Generalized Four Moment Theorem and an Application to CLT for Spiked Eigenvalues of Large-dimensional Covariance Matrices Dandan Jiang Z. Bai 47 30 0 16 Aug 2018